[Numpy-discussion] how to efficiently select multiple slices from an array?

[Andreas Hilboll]

Cross-posting a question I asked on SO
(http://stackoverflow.com/q/15527666/152439):


Given an array

    d = np.random.randn(100)

and an index array

    i = np.random.random_integers(low=3, high=d.size - 5, size=20)

how can I efficiently create a 2d array r with

    r.shape = (20, 8)

such that for all j=0..19,

    r[j] = d[i[j]-3:i[j]+5]

In my case, the arrays are quite large (~200000 instead of 100 and 20),
so something quick would be useful.


Cheers, Andreas.